+42.8%
TSM vs JAAA
+4.8%
+38.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -2.0% |
| 7D | +6.2% | +0.1% | +6.1% | +5.4% |
| 30D | -7.3% | +0.4% | -7.7% | -10.1% |
| 3M | -7.1% | +1.2% | -8.3% | -15.0% |
| 6M | +0.2% | +2.3% | -2.1% | -16.1% |
| YTD | +32.2% | +4.0% | +28.2% | +0.5% |
| 1Y | +42.8% | +4.8% | +38.0% | +12.4% |
| All | +42.8% | +4.8% | +38.0% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded JAAA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling